My MacBook Pro with 2x 2.53 GHz cores and 4GBs RAM requires 467 seconds to do the same optimization, or roughly 2.5X longer.
On Wed, Jul 22, 2009 at 3:37 AM, nonlinear5 <[email protected]>wrote: > > > Regarding you machine... when you optimise Equalizer with the same ranges > as > > is in SVN using Brute Force, how many seconds does it take? Or rather, > how > > many strategies per second? > > > > I used this dataset: > http://jbooktrader.googlecode.com/files/ES-sample.zip > > The strategy was Equalizer as it is currently in SVN. > > Brute force optimization has run 19278 strategies in 186 seconds. To > normalize it, we can take the size of the historical data file into > consideration. The normalized speed would then be about 42 million > market depth samples per second: > (19278 strategies * 401661 lines in the data file) / 186 seconds = 42 > million > > > What is your time? > > > -- Martin Koistinen Sisu Consulting www.sisuconsulting.com +44 7703 046 154 (mobile) +44 (0) 20 3286 3710 (London) +1 (678) 389-6676 (Atlanta) +1 (832) 426-3791 (Houston) 100% carbon-neutral as of 1-Jan-2008. "Act without Activism" --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
